Capital NNW of Copenhagen (4)
I believe the answer is:
oslo
'capital nnw of copenhagen' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for oslo that I've seen before include "Capital city, called Kristiania until 1924" , "Capital in throes of go-slow" , "Former Christiania" , "foreign port" , "European capital in go-slow" .)